| Metric | 11383658:btcusd:triple_med_gx:lsma40_75 | 11383658:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 22.62% | 61.52% |
| Max Drawdown | -10.24% | -29.51% |
| Sharpe | 0.59 | 0.59 |
| Sortino | 0.93 | 0.86 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 3.31 | 1.07 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 2.63 | 0.97 |
| Outlier Win Ratio | 34.51 | 3.01 |
| Outlier Loss Ratio | 3.66 | 3.02 |
| Volatility (ann.) | 9.03% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.14 | 2.02 |
| Skew | 2.67 | 0.21 |
| Kurtosis | 65.07 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.58% | 3.76% |
| Expected Yearly % | 10.73% | 27.09% |
| Kelly Criterion | 6.91% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11383658:BTCUSD | 11383658:btcusd:triple_med_gx:lsma40_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.32 | 0.59 | - |
| 2025 | 17.02 | 0.25 | 0.01 | - |
| Metric | 11383658:btcusd:triple_med_gx:lsma40_75 | 11383658:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | 0.58% | 31.76% |
| 6M | 2.58% | 12.25% |
| YTD | 0.25% | 17.02% |
| 1Y | 22.62% | 57.19% |
| 3Y (ann.) | 21.96% | 59.47% |
| 5Y (ann.) | 21.96% | 59.47% |
| Metric | 11383658:btcusd:triple_med_gx:lsma40_75 | 11383658:BTCUSD |
|---|---|---|
| Max Drawdown | -10.24% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -2.48% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 2.21 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-05-22 | -10.24 | 116 |
| 2024-06-12 | 2024-11-06 | -9.00 | 146 |
| 2025-05-23 | 2025-06-11 | -7.44 | 19 |
| 2025-01-11 | 2025-01-13 | -3.94 | 2 |
| 2024-11-23 | 2024-12-15 | -1.40 | 22 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-07 | 2024-11-20 | -0.95 | 12 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| Metric | 11383658:btcusd:triple_med_gx:lsma40_75 | 11383658:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 9.04% | 18.93% |
| Worst Week | -5.65% | -12.33% |
| Best Month | 15.62% | 37.42% |
| Worst Month | -4.11% | -17.69% |
| Best Year | 22.32% | 38.02% |
| Worst Year | 0.25% | 17.02% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 4.26% | 5.06% |
| Avg. Down Week | -2.19% | -6.21% |
| Avg. Up Month | 6.16% | 17.28% |
| Avg. Down Month | -4.11% | -17.69% |
| Win Days % | 51.84% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 62.96% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |